Description
Nonparametric Confidence Intervals for Quantiles.
Description
Based on Alan D. Hutson (1999) <doi:10.1080/02664769922458>, "Calculating nonparametric confidence intervals for quantiles using fractional order statistics", Journal of Applied Statistics, 26:3, 343-353.
README.md
QuantileNPCI
The goal of QuantileNPCI is to calculate non-parametric confidence intervals for quantiles using fractional order statistics.
Installation
You can install the released version of QuantileNPCI from CRAN with:
install.packages("QuantileNPCI")
Example
This is a basic example which shows you how to calculate non-parametric confidence intervals for median, for the flood discharge data in Feather River with data included in the package:
library(QuantileNPCI)
quantCI(flood[flood$loc=="Feather", "discharge"], quant=0.5, alpha=0.05, method = "exact")